While the proportion of global macro funds as a part of the total hedge fund universe has shrunk with industry growth over the past decade, the emergence of single-strategy funds of funds still offers some interesting opportunities to gain diversified exposure to the sector.
One such fund of funds is Honeyguide Inc, managed by New York's Castlestone Management LLC. Its managers seek to achieve annualised gross returns of 18% to 20% - relatively high among funds of funds - with target volatili
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quantile, TriOptima face off in cleared swaps compression battle
- Quants stymied by lack of alternative risk premia flows data